#![allow(unused, non_snake_case, clippy::all)]
use crate::Value;
use crate::get_value;
use crate::runtime::*;
use crate::exchange_generated::ExchangeBase;
use crate::exchange::ExchangeRuntime;
use crate::pro::*;
pub struct AlpacaCore {
pub parent: crate::exchanges::alpaca::AlpacaCore,
}
impl AlpacaCore {
pub fn new(config: Option<crate::Value>) -> Self {
let mut s = Self { parent: crate::exchanges::alpaca::AlpacaCore::new(config) };
s.init();
s
}
pub fn init(&mut self) {
let described = AlpacaCore::describe(self);
self.initialize_properties(described);
<Self as crate::exchange_generated::ExchangeBase>::after_construct(self);
}
#[inline]
pub fn bind(&mut self) {}
}
impl crate::exchange::DerivedExchange for AlpacaCore {
fn nonce(&self, ) -> crate::Value {
crate::exchange::DerivedExchange::nonce(&self.parent)
}
fn parse_ticker(&self, ticker: crate::Value, market: crate::Value) -> crate::Value {
AlpacaCore::parse_ticker(self, ticker, &[market.clone()])
}
fn parse_trade(&self, trade: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_trade(&self.parent, trade, market)
}
fn parse_order(&self, order: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_order(&self.parent, order, market)
}
fn parse_market(&self, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_market(&self.parent, market)
}
fn parse_ohlcv(&self, ohlcv: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_ohlcv(&self.parent, ohlcv, market)
}
fn parse_order_book(&self, ob: crate::Value, symbol: crate::Value, ts: crate::Value, bk: crate::Value, ak: crate::Value, pk: crate::Value, ak2: crate::Value, ck: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_order_book(&self.parent, ob, symbol, ts, bk, ak, pk, ak2, ck)
}
fn parse_balance(&self, response: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_balance(&self.parent, response)
}
fn parse_position(&self, position: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_position(&self.parent, position, market)
}
fn parse_funding_rate(&self, rate: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_funding_rate(&self.parent, rate, market)
}
fn parse_deposit(&self, tx: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_deposit(&self.parent, tx, currency)
}
fn parse_deposit_address(&self, depositAddress: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_deposit_address(&self.parent, depositAddress, currency)
}
fn parse_last_price(&self, entry: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_last_price(&self.parent, entry, market)
}
fn parse_withdrawal(&self, tx: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_withdrawal(&self.parent, tx, currency)
}
fn parse_ledger_entry(&self, entry: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_ledger_entry(&self.parent, entry, currency)
}
fn parse_transfer(&self, transfer: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_transfer(&self.parent, transfer, currency)
}
fn parse_currency(&self, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_currency(&self.parent, currency)
}
fn parse_bid_ask(&self, bidask: crate::Value, price_key: crate::Value, amount_key: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_bid_ask(&self.parent, bidask, price_key, amount_key, market)
}
fn parse_open_interest(&self, interest: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_open_interest(&self.parent, interest, market)
}
fn parse_liquidation(&self, liquidation: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_liquidation(&self.parent, liquidation, market)
}
fn parse_funding_rate_history(&self, entry: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_funding_rate_history(&self.parent, entry, market)
}
fn parse_margin_modification(&self, data: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_margin_modification(&self.parent, data, market)
}
fn parse_account(&self, account: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_account(&self.parent, account)
}
fn parse_my_trade(&self, trade: crate::Value, market: crate::Value) -> crate::Value {
AlpacaCore::parse_my_trade(self, trade, &[market.clone()])
}
fn parse_transaction(&self, transaction: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_transaction(&self.parent, transaction, currency)
}
fn parse_borrow_interest(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_borrow_interest(&self.parent, info, market)
}
fn parse_adl_rank(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_adl_rank(&self.parent, info, market)
}
fn parse_income(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_income(&self.parent, info, market)
}
fn parse_greeks(&self, greeks: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_greeks(&self.parent, greeks, market)
}
fn parse_margin_mode(&self, margin_mode: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_margin_mode(&self.parent, margin_mode, market)
}
fn parse_conversion(&self, conversion: crate::Value, from_currency: crate::Value, to_currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_conversion(&self.parent, conversion, from_currency, to_currency)
}
fn parse_borrow_rate(&self, info: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_borrow_rate(&self.parent, info, currency)
}
fn parse_leverage(&self, leverage: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_leverage(&self.parent, leverage, market)
}
fn parse_market_leverage_tiers(&self, info: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_market_leverage_tiers(&self.parent, info, market)
}
fn parse_deposit_withdraw_fee(&self, fee: crate::Value, currency: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_deposit_withdraw_fee(&self.parent, fee, currency)
}
fn parse_prediction_trade(&self, trade: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_prediction_trade(&self.parent, trade, market)
}
fn parse_prediction_order(&self, order: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_prediction_order(&self.parent, order, market)
}
fn parse_prediction_position(&self, position: crate::Value, market: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::parse_prediction_position(&self.parent, position, market)
}
fn create_expired_option_market(&self, symbol: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::create_expired_option_market(&self.parent, symbol)
}
fn sign(&self, path: crate::Value, api: crate::Value, method: crate::Value, params: crate::Value, headers: crate::Value, body: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::sign(&self.parent, path, api, method, params, headers, body)
}
fn handle_errors(&self, code: crate::Value, reason: crate::Value, url: crate::Value, method: crate::Value, headers: crate::Value, body: crate::Value, response: crate::Value, request_headers: crate::Value, request_body: crate::Value) -> crate::Value {
crate::exchange::DerivedExchange::handle_errors(&self.parent, code, reason, url, method, headers, body, response, request_headers, request_body)
}
}
impl crate::exchange_generated::ExchangeBase for AlpacaCore {
fn call_dynamic<'a>(&'a mut self, method: &'a str, args: Vec<crate::Value>)
-> std::pin::Pin<Box<dyn std::future::Future<Output = crate::Value> + Send + 'a>>
{
Box::pin(async move {
match method {
"authenticate" => self.authenticate(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"handle_connected" => self.handle_connected(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"handle_error_message" => self.handle_error_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"handle_message" => { self.handle_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_subscription" => self.handle_subscription(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"parse_my_trade" => self.parse_my_trade(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"parse_ticker" => self.parse_ticker(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"watch_my_trades" => self.watch_my_trades(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"watch_ohlcv" => self.watch_ohlcv(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_order_book" => self.watch_order_book(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_orders" => self.watch_orders(&args.get(0..).unwrap_or(&[]).to_vec()[..]).await,
"watch_ticker" => self.watch_ticker(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
"watch_trades" => self.watch_trades(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]).await,
_ => crate::exchange_generated::ExchangeBase::call_dynamic(&mut self.parent, method, args).await,
}
})
}
}
impl AlpacaCore {
#[allow(dead_code, unreachable_patterns, clippy::all)]
pub fn dispatch_ws_handler(&mut self, __name: &crate::Value, args: &[crate::Value]) -> crate::Value {
let __n = match __name { crate::Value::Str(s) => s.as_str(), _ => return crate::Value::Null };
match __n {
"authenticate" => { crate::exchange_stubs::enqueue_spawn("authenticate", args.to_vec()); crate::Value::Null },
"handle_authenticate" => { self.handle_authenticate(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_connected" => self.handle_connected(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"handle_crypto_message" => { self.handle_crypto_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_delta" => { self.handle_delta(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_deltas" => { self.handle_deltas(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_error_message" => self.handle_error_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"handle_message" => { self.handle_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_my_trade" => { self.handle_my_trade(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_ohlcv" => { self.handle_ohlcv(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_order" => { self.handle_order(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_order_book" => { self.handle_order_book(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_subscription" => self.handle_subscription(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)),
"handle_ticker" => { self.handle_ticker(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_trade_update" => { self.handle_trade_update(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_trades" => { self.handle_trades(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"handle_trading_message" => { self.handle_trading_message(args.get(0).cloned().unwrap_or(crate::Value::Null), args.get(1).cloned().unwrap_or(crate::Value::Null)); crate::Value::Null },
"parse_my_trade" => self.parse_my_trade(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"parse_ticker" => self.parse_ticker(args.get(0).cloned().unwrap_or(crate::Value::Null), &args.get(1..).unwrap_or(&[]).to_vec()[..]),
"watch_my_trades" => { crate::exchange_stubs::enqueue_spawn("watch_my_trades", args.to_vec()); crate::Value::Null },
"watch_ohlcv" => { crate::exchange_stubs::enqueue_spawn("watch_ohlcv", args.to_vec()); crate::Value::Null },
"watch_order_book" => { crate::exchange_stubs::enqueue_spawn("watch_order_book", args.to_vec()); crate::Value::Null },
"watch_orders" => { crate::exchange_stubs::enqueue_spawn("watch_orders", args.to_vec()); crate::Value::Null },
"watch_ticker" => { crate::exchange_stubs::enqueue_spawn("watch_ticker", args.to_vec()); crate::Value::Null },
"watch_trades" => { crate::exchange_stubs::enqueue_spawn("watch_trades", args.to_vec()); crate::Value::Null },
_ => crate::Value::Null,
}
}
}
impl std::ops::Deref for AlpacaCore {
type Target = crate::exchange::Exchange;
fn deref(&self) -> &crate::exchange::Exchange { std::ops::Deref::deref(&self.parent) }
}
impl std::ops::DerefMut for AlpacaCore {
fn deref_mut(&mut self) -> &mut crate::exchange::Exchange { std::ops::DerefMut::deref_mut(&mut self.parent) }
}
impl AlpacaCore {
pub fn describe(&self) -> Value {
return self.deep_extend(self.parent.describe(), &[Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("has".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Bool(true));
m.insert("createOrderWithTakeProfitAndStopLossWs".to_string(), Value::Bool(false));
m.insert("createReduceOnlyOrderWs".to_string(), Value::Bool(false));
m.insert("createStopLossOrderWs".to_string(), Value::Bool(false));
m.insert("createTakeProfitOrderWs".to_string(), Value::Bool(false));
m.insert("fetchPositionForSymbolWs".to_string(), Value::Bool(false));
m.insert("fetchPositionsForSymbolWs".to_string(), Value::Bool(false));
m.insert("fetchPositionsWs".to_string(), Value::Bool(false));
m.insert("fetchPositionWs".to_string(), Value::Bool(false));
m.insert("unWatchPositions".to_string(), Value::Bool(false));
m.insert("watchBalance".to_string(), Value::Bool(false));
m.insert("watchLiquidations".to_string(), Value::Bool(false));
m.insert("watchLiquidationsForSymbols".to_string(), Value::Bool(false));
m.insert("watchMarkPrice".to_string(), Value::Bool(false));
m.insert("watchMarkPrices".to_string(), Value::Bool(false));
m.insert("watchMyLiquidations".to_string(), Value::Bool(false));
m.insert("watchMyLiquidationsForSymbols".to_string(), Value::Bool(false));
m.insert("watchMyTrades".to_string(), Value::Bool(true));
m.insert("watchOHLCV".to_string(), Value::Bool(true));
m.insert("watchOrderBook".to_string(), Value::Bool(true));
m.insert("watchOrders".to_string(), Value::Bool(true));
m.insert("watchPosition".to_string(), Value::Bool(false));
m.insert("watchPositions".to_string(), Value::Bool(false));
m.insert("watchTicker".to_string(), Value::Bool(true));
m.insert("watchTickers".to_string(), Value::Bool(false));
m.insert("watchTrades".to_string(), Value::Bool(true));
m
}));
m.insert("urls".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("api".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("crypto".to_string(), Value::Str("wss://stream.data.alpaca.markets/v1beta2/crypto".to_string()));
m.insert("trading".to_string(), Value::Str("wss://api.alpaca.markets/stream".to_string()));
m
}));
m
}));
m.insert("test".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("crypto".to_string(), Value::Str("wss://stream.data.alpaca.markets/v1beta2/crypto".to_string()));
m.insert("trading".to_string(), Value::Str("wss://paper-api.alpaca.markets/stream".to_string()));
m
}));
m
}));
m
}));
m.insert("options".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
m.insert("streaming".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
m.insert("exceptions".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("ws".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("exact".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
m
}));
m
}));
m
})]);
Value::Null
}
pub async fn watch_ticker(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut params = get_arg(optional_args, 0, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut url: Value = get_value(&get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string())), &Value::Str("crypto".to_string()));
self.authenticate(url.clone(), &[]).await;
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
let mut messageHash: Value = add(&Value::Str("ticker:".to_string()), &get_value(&market, &Value::Str("symbol".to_string())));
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("subscribe".to_string()));
m.insert("quotes".to_string(), Value::List(vec![get_value(&market, &Value::Str("id".to_string()))]));
m
});
let __ws_arg_0 = self.extend(request.clone(), &[params.clone()]);
return self.watch(url.clone(), messageHash.clone(), &[__ws_arg_0, messageHash.clone()]).await;
Value::Null
}
pub fn handle_ticker(&mut self, mut client: Value, mut message: Value) {
let mut ticker: Value = self.parse_ticker(message.clone(), &[]);
let mut symbol: Value = get_value(&ticker, &Value::Str("symbol".to_string()));
let mut messageHash: Value = add(&Value::Str("ticker:".to_string()), &symbol);
if !is_equal(&symbol, &Value::Null) {
add_element_to_object(&mut self.tickers, &symbol, ticker.clone());
}
client.resolve(&[ticker.clone(), messageHash.clone()]);
}
pub fn parse_ticker(&self, mut ticker: Value, optional_args: &[Value]) -> Value {
let mut market = get_arg(optional_args, 0, Value::Null);
let mut marketId: Value = self.safe_string_k(ticker.clone(), "S", &[]);
let mut datetime: Value = self.safe_string_k(ticker.clone(), "t", &[]);
return self.safe_ticker(Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("symbol".to_string(), self.safe_symbol(marketId.clone(), &[market.clone()]));
m.insert("timestamp".to_string(), self.parse8601(datetime.clone()));
m.insert("datetime".to_string(), datetime.clone());
m.insert("high".to_string(), Value::Null);
m.insert("low".to_string(), Value::Null);
m.insert("bid".to_string(), self.safe_string_k(ticker.clone(), "bp", &[]));
m.insert("bidVolume".to_string(), self.safe_string_k(ticker.clone(), "bs", &[]));
m.insert("ask".to_string(), self.safe_string_k(ticker.clone(), "ap", &[]));
m.insert("askVolume".to_string(), self.safe_string_k(ticker.clone(), "as", &[]));
m.insert("vwap".to_string(), Value::Null);
m.insert("open".to_string(), Value::Null);
m.insert("close".to_string(), Value::Null);
m.insert("last".to_string(), Value::Null);
m.insert("previousClose".to_string(), Value::Null);
m.insert("change".to_string(), Value::Null);
m.insert("percentage".to_string(), Value::Null);
m.insert("average".to_string(), Value::Null);
m.insert("baseVolume".to_string(), Value::Null);
m.insert("quoteVolume".to_string(), Value::Null);
m.insert("info".to_string(), ticker.clone());
m
}), &[market.clone()]);
Value::Null
}
pub async fn watch_ohlcv(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut timeframe = get_arg(optional_args, 0, Value::Str("1m".to_string()));
let mut since = get_arg(optional_args, 1, Value::Null);
let mut limit = get_arg(optional_args, 2, Value::Null);
let mut params = get_arg(optional_args, 3, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut url: Value = get_value(&get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string())), &Value::Str("crypto".to_string()));
self.authenticate(url.clone(), &[]).await;
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
symbol = get_value(&market, &Value::Str("symbol".to_string()));
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("subscribe".to_string()));
m.insert("bars".to_string(), Value::List(vec![get_value(&market, &Value::Str("id".to_string()))]));
m
});
let mut messageHash: Value = add(&Value::Str("ohlcv:".to_string()), &symbol);
let __ws_arg_1 = self.extend(request.clone(), &[params.clone()]);
let mut ohlcv: Value = self.watch(url.clone(), messageHash.clone(), &[__ws_arg_1, messageHash.clone()]).await;
if is_true(&self.newUpdates) {
limit = ohlcv.get_limit(symbol.clone(), limit.clone());
}
return self.filter_by_since_limit(ohlcv.clone(), &[since.clone(), limit.clone(), Value::Int(0), Value::Bool(true)]);
Value::Null
}
pub fn handle_ohlcv(&mut self, mut client: Value, mut message: Value) {
let mut marketId: Value = self.safe_string_k(message.clone(), "S", &[]);
let mut symbol: Value = self.safe_symbol(marketId.clone(), &[]);
let mut stored: Value = self.safe_value(self.ohlcvs.clone(), symbol.clone(), &[]);
if is_equal(&stored, &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "OHLCVLimit", &[Value::Int(1000)]);
stored = ArrayCacheByTimestamp::new(limit.clone());
add_element_to_object(&mut self.ohlcvs, &symbol, stored.clone());
}
let mut parsed: Value = self.parse_ohlcv(message.clone(), &[]);
stored.append(parsed.clone());
let mut messageHash: Value = add(&Value::Str("ohlcv:".to_string()), &symbol);
client.resolve(&[stored.clone(), messageHash.clone()]);
}
pub async fn watch_order_book(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut limit = get_arg(optional_args, 0, Value::Null);
let mut params = get_arg(optional_args, 1, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut url: Value = get_value(&get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string())), &Value::Str("crypto".to_string()));
self.authenticate(url.clone(), &[]).await;
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
symbol = get_value(&market, &Value::Str("symbol".to_string()));
let mut messageHash: Value = add(&add(&Value::Str("orderbook".to_string()), &Value::Str(":".to_string())), &symbol);
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("subscribe".to_string()));
m.insert("orderbooks".to_string(), Value::List(vec![get_value(&market, &Value::Str("id".to_string()))]));
m
});
let __ws_arg_2 = self.extend(request.clone(), &[params.clone()]);
let mut orderbook: Value = self.watch(url.clone(), messageHash.clone(), &[__ws_arg_2, messageHash.clone()]).await;
return orderbook.limit();
Value::Null
}
pub fn handle_order_book(&mut self, mut client: Value, mut message: Value) {
let mut marketId: Value = self.safe_string_k(message.clone(), "S", &[]);
let mut symbol: Value = self.safe_symbol(marketId.clone(), &[]);
let mut datetime: Value = self.safe_string_k(message.clone(), "t", &[]);
let mut timestamp: Value = self.parse8601(datetime.clone());
let mut isSnapshot: Value = self.safe_bool_k(message.clone(), "r", &[Value::Bool(false)]);
if !is_true(&(Value::Bool(in_op(&self.orderbooks, &symbol)))) {
{ let __be_tmp = self.order_book(&[]); add_element_to_object(&mut self.orderbooks, &symbol, __be_tmp); };
}
let mut orderbook: Value = get_value(&self.orderbooks, &symbol);
if is_equal(&isSnapshot, &Value::Bool(true)) {
let mut snapshot: Value = self.parse_order_book(message.clone(), symbol.clone(), &[timestamp.clone(), Value::Str("b".to_string()), Value::Str("a".to_string()), Value::Str("p".to_string()), Value::Str("s".to_string())]);
orderbook.reset(snapshot.clone());
} else {
let mut asks: Value = self.safe_list_k(message.clone(), "a", &[Value::List(vec![])]);
let mut bids: Value = self.safe_list_k(message.clone(), "b", &[Value::List(vec![])]);
self.handle_deltas(get_value(&orderbook, &Value::Str("asks".to_string())), asks.clone());
self.handle_deltas(get_value(&orderbook, &Value::Str("bids".to_string())), bids.clone());
add_element_to_object(&mut orderbook, &Value::Str("timestamp".to_string()), timestamp.clone());
add_element_to_object(&mut orderbook, &Value::Str("datetime".to_string()), datetime.clone());
}
let mut messageHash: Value = add(&add(&Value::Str("orderbook".to_string()), &Value::Str(":".to_string())), &symbol);
add_element_to_object(&mut self.orderbooks, &symbol, orderbook.clone());
client.resolve(&[orderbook.clone(), messageHash.clone()]);
}
pub fn handle_delta(&self, mut bookside: Value, mut delta: Value) {
let mut bidAsk: Value = self.parse_order_book_bid_ask(delta.clone(), &[Value::Str("p".to_string()), Value::Str("s".to_string())]);
bookside.store_array(bidAsk.clone());
}
pub fn handle_deltas(&self, mut bookside: Value, mut deltas: Value) {
{
let mut i: Value = Value::Int(0);
let mut __for_first_0: bool = true;
while { if !__for_first_0 { i = add(&i, &Value::Int(1)); } __for_first_0 = false; is_less_than(&i, &get_array_length(&deltas)) } {
self.handle_delta(bookside.clone(), get_value(&deltas, &i));
}
}
}
pub async fn watch_trades(&mut self, mut symbol: Value, optional_args: &[Value]) -> Value {
let mut since = get_arg(optional_args, 0, Value::Null);
let mut limit = get_arg(optional_args, 1, Value::Null);
let mut params = get_arg(optional_args, 2, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut url: Value = get_value(&get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string())), &Value::Str("crypto".to_string()));
self.authenticate(url.clone(), &[]).await;
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut market: Value = self.market(symbol.clone());
symbol = get_value(&market, &Value::Str("symbol".to_string()));
let mut messageHash: Value = add(&Value::Str("trade:".to_string()), &symbol);
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("subscribe".to_string()));
m.insert("trades".to_string(), Value::List(vec![get_value(&market, &Value::Str("id".to_string()))]));
m
});
let __ws_arg_3 = self.extend(request.clone(), &[params.clone()]);
let mut trades: Value = self.watch(url.clone(), messageHash.clone(), &[__ws_arg_3, messageHash.clone()]).await;
if is_true(&self.newUpdates) {
limit = trades.get_limit(symbol.clone(), limit.clone());
}
return self.filter_by_since_limit(trades.clone(), &[since.clone(), limit.clone(), Value::Str("timestamp".to_string()), Value::Bool(true)]);
Value::Null
}
pub fn handle_trades(&mut self, mut client: Value, mut message: Value) {
let mut marketId: Value = self.safe_string_k(message.clone(), "S", &[]);
let mut symbol: Value = self.safe_symbol(marketId.clone(), &[]);
let mut stored: Value = self.safe_value(self.trades.clone(), symbol.clone(), &[]);
if is_equal(&stored, &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "tradesLimit", &[Value::Int(1000)]);
stored = ArrayCache::new(limit.clone());
add_element_to_object(&mut self.trades, &symbol, stored.clone());
}
let mut parsed: Value = self.parse_trade(message.clone(), &[]);
stored.append(parsed.clone());
let mut messageHash: Value = add(&add(&Value::Str("trade".to_string()), &Value::Str(":".to_string())), &symbol);
client.resolve(&[stored.clone(), messageHash.clone()]);
}
pub async fn watch_my_trades(&mut self, optional_args: &[Value]) -> Value {
let mut symbol = get_arg(optional_args, 0, Value::Null);
let mut since = get_arg(optional_args, 1, Value::Null);
let mut limit = get_arg(optional_args, 2, Value::Null);
let mut params = get_arg(optional_args, 3, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut url: Value = get_value(&get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string())), &Value::Str("trading".to_string()));
self.authenticate(url.clone(), &[]).await;
let mut messageHash: Value = Value::Str("myTrades".to_string());
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
if !is_equal(&symbol, &Value::Null) {
symbol = self.symbol(symbol.clone());
messageHash = add(&messageHash, &add(&Value::Str(":".to_string()), &symbol));
}
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("listen".to_string()));
m.insert("data".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("streams".to_string(), Value::List(vec![Value::Str("trade_updates".to_string())]));
m
}));
m
});
let __ws_arg_4 = self.extend(request.clone(), &[params.clone()]);
let mut trades: Value = self.watch(url.clone(), messageHash.clone(), &[__ws_arg_4, messageHash.clone()]).await;
if is_true(&self.newUpdates) {
limit = trades.get_limit(symbol.clone(), limit.clone());
}
return self.filter_by_since_limit(trades.clone(), &[since.clone(), limit.clone(), Value::Str("timestamp".to_string()), Value::Bool(true)]);
Value::Null
}
pub async fn watch_orders(&mut self, optional_args: &[Value]) -> Value {
let mut symbol = get_arg(optional_args, 0, Value::Null);
let mut since = get_arg(optional_args, 1, Value::Null);
let mut limit = get_arg(optional_args, 2, Value::Null);
let mut params = get_arg(optional_args, 3, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
let mut url: Value = get_value(&get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string())), &Value::Str("trading".to_string()));
self.authenticate(url.clone(), &[]).await;
if is_equal(&self.markets, &Value::Null) {
self.load_markets(&[]).await;
}
let mut messageHash: Value = Value::Str("orders".to_string());
if !is_equal(&symbol, &Value::Null) {
let mut market: Value = self.market(symbol.clone());
symbol = get_value(&market, &Value::Str("symbol".to_string()));
messageHash = add(&Value::Str("orders:".to_string()), &symbol);
}
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("listen".to_string()));
m.insert("data".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("streams".to_string(), Value::List(vec![Value::Str("trade_updates".to_string())]));
m
}));
m
});
let __ws_arg_5 = self.extend(request.clone(), &[params.clone()]);
let mut orders: Value = self.watch(url.clone(), messageHash.clone(), &[__ws_arg_5, messageHash.clone()]).await;
if is_true(&self.newUpdates) {
limit = orders.get_limit(symbol.clone(), limit.clone());
}
return self.filter_by_symbol_since_limit(orders.clone(), &[symbol.clone(), since.clone(), limit.clone(), Value::Bool(true)]);
Value::Null
}
pub fn handle_trade_update(&mut self, mut client: Value, mut message: Value) {
self.handle_order(client.clone(), message.clone());
self.handle_my_trade(client.clone(), message.clone());
}
pub fn handle_order(&mut self, mut client: Value, mut message: Value) {
let mut data: Value = self.safe_value_k(message.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut rawOrder: Value = self.safe_value_k(data.clone(), "order", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
if is_equal(&self.orders, &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "ordersLimit", &[Value::Int(1000)]);
self.orders = ArrayCacheBySymbolById::new(limit.clone());
}
let mut orders: Value = self.orders.clone();
let mut order: Value = self.parse_order(rawOrder.clone(), &[]);
orders.append(order.clone());
let mut messageHash: Value = Value::Str("orders".to_string());
client.resolve(&[orders.clone(), messageHash.clone()]);
messageHash = add(&Value::Str("orders:".to_string()), &get_value(&order, &Value::Str("symbol".to_string())));
client.resolve(&[orders.clone(), messageHash.clone()]);
}
pub fn handle_my_trade(&self, mut client: Value, mut message: Value) {
let mut data: Value = self.safe_value_k(message.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut event: Value = self.safe_string_k(data.clone(), "event", &[]);
if !is_equal(&event, &Value::Str("fill".to_string())) && !is_equal(&event, &Value::Str("partial_fill".to_string())) {
return;
}
let mut rawOrder: Value = self.safe_value_k(data.clone(), "order", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut myTrades: Value = self.myTrades.clone();
if is_equal(&myTrades, &Value::Null) {
let mut limit: Value = self.safe_integer_k(self.options.clone(), "tradesLimit", &[Value::Int(1000)]);
myTrades = ArrayCacheBySymbolById::new(limit.clone());
}
let mut trade: Value = self.parse_my_trade(rawOrder.clone(), &[]);
if is_equal(&trade, &Value::Null) {
return;
}
myTrades.append(trade.clone());
let mut messageHash: Value = add(&Value::Str("myTrades:".to_string()), &get_value(&trade, &Value::Str("symbol".to_string())));
client.resolve(&[myTrades.clone(), messageHash.clone()]);
messageHash = Value::Str("myTrades".to_string());
client.resolve(&[myTrades.clone(), messageHash.clone()]);
}
pub fn parse_my_trade(&self, mut trade: Value, optional_args: &[Value]) -> Value {
let mut market = get_arg(optional_args, 0, Value::Null);
let mut marketId: Value = self.safe_string_k(trade.clone(), "symbol", &[]);
let mut datetime: Value = self.safe_string_k(trade.clone(), "filled_at", &[]);
let mut type_var: Value = self.safe_string_k(trade.clone(), "type", &[]);
if is_equal(&type_var, &Value::Null) {
return Value::Null;
}
if is_greater_than_or_equal(&get_index_of(&type_var, &Value::Str("limit".to_string())), &Value::Int(0)) {
type_var = Value::Str("limit".to_string());
}
return self.safe_trade(Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("id".to_string(), self.safe_string_k(trade.clone(), "i", &[]));
m.insert("info".to_string(), trade.clone());
m.insert("timestamp".to_string(), self.parse8601(datetime.clone()));
m.insert("datetime".to_string(), datetime.clone());
m.insert("symbol".to_string(), self.safe_symbol(marketId.clone(), &[Value::Null, Value::Str("/".to_string())]));
m.insert("order".to_string(), self.safe_string_k(trade.clone(), "id", &[]));
m.insert("type".to_string(), type_var.clone());
m.insert("side".to_string(), self.safe_string_k(trade.clone(), "side", &[]));
m.insert("takerOrMaker".to_string(), ternary(is_true(&(is_equal(&type_var, &Value::Str("market".to_string())))), Value::Str("taker".to_string()), Value::Str("maker".to_string())));
m.insert("price".to_string(), self.safe_string_k(trade.clone(), "filled_avg_price", &[]));
m.insert("amount".to_string(), self.safe_string_k(trade.clone(), "filled_qty", &[]));
m.insert("cost".to_string(), Value::Null);
m.insert("fee".to_string(), Value::Null);
m
}), &[market.clone()]);
Value::Null
}
pub async fn authenticate(&mut self, mut url: Value, optional_args: &[Value]) -> Value {
let mut params = get_arg(optional_args, 0, Value::Map({
let mut m = indexmap::IndexMap::new();
m
}));
self.check_required_credentials(&[]);
let mut messageHash: Value = Value::Str("authenticated".to_string());
let mut client: Value = self.client(&[url.clone()]);
let mut future: Value = client.reusable_future(messageHash.clone());
let mut authenticated: Value = self.safe_value(get_value(&client, &Value::Str("subscriptions".to_string())), messageHash.clone(), &[]);
if is_equal(&authenticated, &Value::Null) {
let mut request: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("auth".to_string()));
m.insert("key".to_string(), self.apiKey.clone());
m.insert("secret".to_string(), self.secret.clone());
m
});
if is_equal(&url, &get_value(&get_value(&get_value(&self.urls, &Value::Str("api".to_string())), &Value::Str("ws".to_string())), &Value::Str("trading".to_string()))) {
request = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("action".to_string(), Value::Str("authenticate".to_string()));
m.insert("data".to_string(), Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("key_id".to_string(), self.apiKey.clone());
m.insert("secret_key".to_string(), self.secret.clone());
m
}));
m
});
}
self.watch(url.clone(), messageHash.clone(), &[request.clone(), messageHash.clone(), future.clone()]).await;
}
return crate::exchange_stubs::ws_await_flight(&future).await;
Value::Null
}
pub fn handle_error_message(&self, mut client: Value, mut message: Value) -> Value {
let mut code: Value = self.safe_string_k(message.clone(), "code", &[]);
let mut msg: Value = self.safe_value_k(message.clone(), "msg", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
panic!("{}", crate::exchange_errors::exchange_error(add(&add(&add(&add(&self.id, &Value::Str(" code: ".to_string())), &code), &Value::Str(" message: ".to_string())), &msg)));
Value::Null
}
pub fn handle_connected(&self, mut client: Value, mut message: Value) -> Value {
return message;
Value::Null
}
pub fn handle_crypto_message(&mut self, mut client: Value, mut message: Value) {
{
let mut i: Value = Value::Int(0);
let mut __for_first_1: bool = true;
while { if !__for_first_1 { i = add(&i, &Value::Int(1)); } __for_first_1 = false; is_less_than(&i, &get_array_length(&message)) } {
let mut data: Value = get_value(&message, &i);
let mut data: Value = get_value(&message, &i);
let mut T: Value = self.safe_string_k(data.clone(), "T", &[]);
let mut msg: Value = self.safe_string_k(data.clone(), "msg", &[]);
if is_equal(&T, &Value::Str("subscription".to_string())) {
self.handle_subscription(client.clone(), data.clone());
return;
}
if is_equal(&T, &Value::Str("success".to_string())) && is_equal(&msg, &Value::Str("connected".to_string())) {
self.handle_connected(client.clone(), data.clone());
return;
}
if is_equal(&T, &Value::Str("success".to_string())) && is_equal(&msg, &Value::Str("authenticated".to_string())) {
self.handle_authenticate(client.clone(), data.clone());
return;
}
let mut methods: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("error".to_string(), Value::Str("handle_error_message".to_string()).clone());
m.insert("b".to_string(), Value::Str("handle_ohlcv".to_string()).clone());
m.insert("q".to_string(), Value::Str("handle_ticker".to_string()).clone());
m.insert("t".to_string(), Value::Str("handle_trades".to_string()).clone());
m.insert("o".to_string(), Value::Str("handle_order_book".to_string()).clone());
m
});
let mut method: Value = self.safe_value(methods.clone(), T.clone(), &[]);
if !is_equal(&method, &Value::Null) {
self.dispatch_ws_handler(&method, &[client.clone(), data.clone()]);
}
}
}
}
pub fn handle_trading_message(&mut self, mut client: Value, mut message: Value) {
let mut stream: Value = self.safe_string_k(message.clone(), "stream", &[]);
let mut methods: Value = Value::Map({
let mut m = indexmap::IndexMap::new();
m.insert("authorization".to_string(), Value::Str("handle_authenticate".to_string()).clone());
m.insert("listening".to_string(), Value::Str("handle_subscription".to_string()).clone());
m.insert("trade_updates".to_string(), Value::Str("handle_trade_update".to_string()).clone());
m
});
let mut method: Value = self.safe_value(methods.clone(), stream.clone(), &[]);
if !is_equal(&method, &Value::Null) {
self.dispatch_ws_handler(&method, &[client.clone(), message.clone()]);
}
}
pub fn handle_message(&mut self, mut client: Value, mut message: Value) {
if is_true(&Value::Bool(is_array(&message))) {
self.handle_crypto_message(client.clone(), message.clone());
return;
}
self.handle_trading_message(client.clone(), message.clone());
}
pub fn handle_authenticate(&self, mut client: Value, mut message: Value) {
let mut T: Value = self.safe_string_k(message.clone(), "T", &[]);
let mut data: Value = self.safe_value_k(message.clone(), "data", &[Value::Map({
let mut m = indexmap::IndexMap::new();
m
})]);
let mut status: Value = self.safe_string_k(data.clone(), "status", &[]);
if is_equal(&T, &Value::Str("success".to_string())) || is_equal(&status, &Value::Str("authorized".to_string())) {
let mut promise: Value = get_value(&get_value(&client, &Value::Str("futures".to_string())), &Value::Str("authenticated".to_string()));
promise.resolve(&[message.clone()]);
return;
}
panic!("{}", crate::exchange_errors::authentication_error(add(&self.id, &Value::Str(" failed to authenticate.".to_string()))));
}
pub fn handle_subscription(&self, mut client: Value, mut message: Value) -> Value {
return message;
Value::Null
}
}